Christos Floros

Technological Educational Institute of Crete

Department of Accounting & Finance

School of Management & Economics

Heraklion, Crete GR 71004

Greece

SCHOLARLY PAPERS

13

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546

SSRN CITATIONS
Rank 41,994

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Top 41,994

in Total Papers Citations

8

CROSSREF CITATIONS

9

Scholarly Papers (13)

1.

Stock Returns and Inflation in Greece

Applied Econometrics and International Development, Vol. 4, No. 2, 2004
Number of pages: 14 Posted: 19 Aug 2008
Christos Floros
Technological Educational Institute of Crete
Downloads 355 (117,854)

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Stock Returns, Inflation, Athen Stock Exchange, Greece, Cointegration

2.

Risk, Competition and Efficiency in Banking: Evidence from China

Number of pages: 37 Posted: 01 Aug 2017
Yong Tan and Christos Floros
University of Huddersfield - Business School and Technological Educational Institute of Crete
Downloads 47 (532,756)
Citation 2

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competition, risk, efficiency, Chinese banking

3.

Intra-Day Realized Volatility for European and USA Stock Indices

Global Finance Journal, Vol. 29, 2016
Number of pages: 27 Posted: 26 Oct 2018 Last Revised: 30 Sep 2019
Stavros Antonios Degiannakis and Christos Floros
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Technological Educational Institute of Crete
Downloads 27 (642,650)

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correlation of volatilities, intra-day data, model-free de-noising, realized volatility, sampling frequency, ultra-high frequency, volatility signature plot

A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification

Number of pages: 41 Posted: 26 Oct 2018
Department of Economic and Regional Development, Panteion University of Political and Social Sciences, University of Portsmouth and Technological Educational Institute of Crete
Downloads 26 (668,337)
Citation 1

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Expected Shortfall, FIGARCH, Forecasting, stock indices, skewed Student-t, Volatility, Long Memory, Value-at-Risk, VaR

A Monte Carlo Simulation Approach to Forecasting Multi‐Period Value‐At‐Risk and Expected Shortfall Using the FIGARCH‐skT Specification

The Manchester School, Vol. 82, Issue 1, pp. 71-102, 2014
Number of pages: 32 Posted: 18 Dec 2013
Department of Economic and Regional Development, Panteion University of Political and Social Sciences, University of Portsmouth and Technological Educational Institute of Crete
Downloads 0

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5.

Risk, Competition and Cost Efficiency in the Chinese Banking Industry

Number of pages: 28 Posted: 02 Aug 2017
Yong Tan and Christos Floros
University of Huddersfield - Business School and Technological Educational Institute of Crete
Downloads 25 (656,470)

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Credit Risk, Competition, Cost Efficiency, Chinese Banking, Three-Stage Least Square

6.

Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence

Number of pages: 24 Posted: 25 Oct 2018
Department of Economic and Regional Development, Panteion University of Political and Social Sciences, Technological Educational Institute of Crete and Athens University of Economics and Business - Department of Statistics
Downloads 22 (678,583)
Citation 2

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ARCH, Value-at-Risk, Volatility, Forecasting, Financial Crisis

7.

Modeling CAC40 Volatility Using Ultra-high Frequency Data

MPRA Paper No. 80445, Research in International Business and Finance No. 28 (2013)
Number of pages: 27 Posted: 25 Oct 2018
Stavros Antonios Degiannakis and Christos Floros
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Technological Educational Institute of Crete
Downloads 17 (717,405)

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Intra-Day Data, Long Memory, Predictability, Realized Volatility, Ultrahigh Frequency Modeling, Value-at-Risk

8.

Forecasting Value-at-Risk and Expected Shortfall Using Fractionally Integrated Models of Conditional Volatility: International Evidence

MPRA Paper No. 80433, International Review of Financial Analysis No. 27 (2013)
Number of pages: 34 Posted: 27 Oct 2018
Department of Economic and Regional Development, Panteion University of Political and Social Sciences, Technological Educational Institute of Crete and University of Portsmouth
Downloads 14 (742,642)

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Expected Shortfall, Long Memory, Multi-Period Forecasting, Value-at-Risk, Volatility Forecasting

9.

Oil and Stock Price Returns: Evidence from European Industrial Sector Indices in a Time-Varying Environment

Number of pages: 32 Posted: 25 Oct 2018
Department of Economic and Regional Development, Panteion University of Political and Social Sciences, Bournemouth University and Technological Educational Institute of Crete
Downloads 13 (751,598)
Citation 5

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Diag-VECH GARCH, Dynamic correlation, Multivariate Heteroskedastic Framework, Oil Price Returns, Oil Price Shocks, Stock Market Sectors

10.

Economic News Releases and Financial Markets in South Africa

Economies, 2019
Posted: 03 Apr 2017 Last Revised: 04 Nov 2019
Hellenic Mediterranean University, University of Lincoln, Technological Educational Institute of Crete and University of Patras - Business Administration

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South Africa, Economic news, Macrofundamentals

11.

Long Memory in Exchange Rates: International Evidence

The International Journal of Business and Finance Research, Vol. 2, No. 1, pp. 31-39, 2008
Posted: 19 Feb 2010
Christos Floros
Technological Educational Institute of Crete

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12.

Internet Banking Services and Fees: The Case of Greece

Posted: 09 Jun 2008
Georgia Giordani, Christos Floros and Guy Judge
University of Portsmouth, Technological Educational Institute of Crete and University of Portsmouth

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Banking fees, Internet Banking, Greece

13.

Price Linkages between the Us, Japan and UK Stock Markets

Financial Markets and Portfolio Management, Vol. 19, 2, 166-175, 2005
Posted: 06 Sep 2005
Christos Floros
Technological Educational Institute of Crete

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